Hi there fellow traders,I'm coding my trading strategy into the FIX protocol. I've not found any option how to request historical quotes (bid/offer) only market data snapshots can be requsted as well as request for future full updates.

Would anyone happens to know if there is any option (at all) in FIX how to request historical data? If not how the platforms utilizing FIX api are handling missing data?

My intention was not to do any sort of backtesting. But in order for my strategy to run I need some shallow history of quotes to build up an initial model. With that said it's technically possible to get historical quotes via FIX API but it's fully broker dependent. Some brokers allow to define datetime ranges (from-to) and send them in custom tags (>9000) as part of market snapshot request, which initiates pushing of historical quotes. But it's not supported by Darwinex's vendor feed.

Thanks @AwarenessForex for the ideas. I've came to similar conclusion that I will have to use some workaround. The VPS way would suits my needs because I need just couple (3-5) days of history.There is also another option using mixed FIX connections. E.g. establish one connector to broker offering FIX with historical quotes (frankly I know just one broker having such option) for building a data model and connect to secondary feed e.g. the Darwinex just for sending orders and getting realtime quotes.

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 73 % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.